Find general expression for best estimate of x of function

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Reference no: EM13288389

A random signal X can be observed only in the presence of independent addictive noise N. The observed quantity is Y = X + N.The joint probability density function of X and Y is

f(x,y) = K exp[-(x2 + y2 + 4xy)] all x and y

a. Find a general expression for the best estimate of X as function of the observation Y =y.

b. If the observed value of Y is y = 3, find the best estimate of X.

Reference no: EM13288389

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